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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$756M
Cap. Flow %
2.21%
Top 10 Hldgs %
25.05%
Holding
6,782
New
2,582
Increased
1,916
Reduced
1,653
Closed
442

Top Buys

Rank Stock Value
1
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$186M
2
AAPL icon
Apple
AAPL
+$128M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$38.5M
4
MSFT icon
Microsoft
MSFT
+$36.4M
5
HAL icon
Halliburton
HAL
+$35.1M

Top Sells

Rank Stock Value
1
WBA
Walgreens Boots Alliance
WBA
+$50.6M
2
ORCL icon
Oracle
ORCL
+$25.7M
3
META icon
Meta Platforms (Facebook)
META
+$25.2M
4
WFC icon
Wells Fargo
WFC
+$25M
5
DE icon
Deere & Co
DE
+$24.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.48%
2 Technology 1.89%
3 Consumer Discretionary 1.28%
4 Financials 0.92%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XHB icon
101
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.38B
$69.8M 0.2%
2,046,300
+436,300
+27% +$13.8M
XLNX
102
PUT
DELISTED
Xilinx Inc
XLNX
$69.7M 0.2%
1,610,700
+833,000
+107% +$36.1M
BABA icon
103
CALL
Alibaba
BABA
$280B
$69.6M 0.2%
+669,300
New +$68.7M
DXJ icon
104
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.14B
$68.1M 0.2%
1,382,600
-32,200
-2% -$1.68M
UPS icon
105
CALL
United Parcel Service
UPS
$85.5B
$68M 0.2%
611,800
+502,500
+460% +$53M
AMTD
106
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
$67.7M 0.2%
1,890,800
+162,400
+9% +$5.51M
DE icon
107
PUT
Deere & Co
DE
$184B
$67M 0.2%
757,100
-320,000
-30% -$27.6M
PG icon
108
CALL
Procter & Gamble
PG
$338B
$66.5M 0.19%
729,700
+250,900
+52% +$22.1M
MON
109
CALL
DELISTED
Monsanto Co
MON
$64.2M 0.19%
537,100
+26,400
+5% +$3.07M
AAL icon
110
PUT
American Airlines Group
AAL
$8.55B
$62.6M 0.18%
1,166,900
+333,300
+40% +$14.4M
XLE icon
111
CALL
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$62.4M 0.18%
1,576,200
-218,800
-12% -$9.1M
IBM icon
112
CALL
IBM
IBM
$219B
$61.6M 0.18%
401,559
+294,972
+277% +$46.9M
XOM icon
113
CALL
ExxonMobil
XOM
$661B
$60.7M 0.18%
656,400
+449,600
+217% +$41.9M
OXY icon
114
CALL
Occidental Petroleum
OXY
$60.6B
$60.6M 0.18%
752,579
+698,616
+1,295% +$58M
PARA
115
CALL
DELISTED
Paramount Global Class B
PARA
$59.7M 0.17%
1,079,500
+1,028,300
+2,008% +$54.8M
XOP icon
116
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$59.7M 0.17%
311,975
+303,525
+3,592% +$67.5M
SLB icon
117
PUT
SLB Ltd
SLB
$84.7B
$59M 0.17%
691,200
+227,500
+49% +$20.9M
C icon
118
Citigroup
C
$229B
$58.5M 0.17%
1,081,539
+511,943
+90% +$27.2M
MGM icon
119
PUT
MGM Resorts International
MGM
$10.2B
$57.7M 0.17%
2,701,200
-1,230,700
-31% -$26.7M
BAC icon
120
PUT
Bank of America
BAC
$436B
$57.7M 0.17%
3,227,100
-6,040,900
-65% -$103M
MET icon
121
PUT
MetLife
MET
$60.7B
$56.9M 0.17%
1,179,446
+13,800
+1% +$656K
TWTR
122
PUT
DELISTED
Twitter, Inc.
TWTR
$56.8M 0.17%
1,582,400
-82,800
-5% -$3.52M
FXI icon
123
CALL
iShares China Large-Cap ETF
FXI
$4.17B
$56.3M 0.16%
1,352,200
+290,400
+27% +$11.5M
SBUX icon
124
CALL
Starbucks
SBUX
$116B
$55.6M 0.16%
1,354,800
+773,600
+133% +$30.2M
EWW icon
125
CALL
iShares MSCI Mexico ETF
EWW
$1.8B
$55.2M 0.16%
929,600
+45,300
+5% +$2.91M
3 4
5
6 7

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Parallax Volatility Advisers's Q4 2014 Portfolio in Review

As of Q4 2014, Parallax Volatility Advisers held 6,782 positions worth $34.3B, up 8.7% from $31.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Parallax Volatility Advisers's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q4 2014 buy was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
  • Parallax Volatility Advisers added most to iShares MSCI Brazil ETF in Q4 2014, an estimated $186M increase.
  • Parallax Volatility Advisers's biggest Q4 2014 reduction was Walgreens Boots Alliance, cutting an estimated $50.6M.
  • Parallax Volatility Advisers fully exited Outfront Media in Q4 2014, selling an estimated $10.2M.
  • Parallax Volatility Advisers's ten largest holdings make up 25% of its $34.3B portfolio in Q4 2014.
  • Parallax Volatility Advisers opened 2,582 new positions and closed 442 in Q4 2014.
  • Parallax Volatility Advisers's portfolio value rose 8.7% quarter-over-quarter to $34.3B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.